PREVIEW / futures_30min / 2008-10-14

all futures 30-min files

  file:    by_date/futures_30min/2008/2008-10-14.parquet
  size:    73 KB
  rows:    2,350

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2008-10-14 00:00:00	ES	Futures	984.7	985.65	982.81	983.04	4210.0
2008-10-14 00:30:00	ES	Futures	983.04	983.99	981.15	982.1	3103.0
2008-10-14 01:00:00	ES	Futures	982.33	984.23	980.68	983.99	2600.0
2008-10-14 01:30:00	ES	Futures	983.99	989.2	982.57	989.2	6439.0
2008-10-14 02:00:00	ES	Futures	989.2	989.2	977.36	977.84	20694.0
2008-10-14 02:30:00	ES	Futures	977.84	978.78	971.21	972.63	23117.0
2008-10-14 03:00:00	ES	Futures	972.63	974.29	967.19	970.5	30881.0
2008-10-14 03:30:00	ES	Futures	970.26	978.55	970.26	978.07	18601.0
2008-10-14 04:00:00	ES	Futures	978.31	983.99	976.65	983.75	22110.0
2008-10-14 04:30:00	ES	Futures	983.75	983.99	970.03	971.68	22047.0
2008-10-14 05:00:00	ES	Futures	971.68	976.89	970.03	976.65	13559.0
2008-10-14 05:30:00	ES	Futures	976.65	978.07	972.16	977.6	13266.0
2008-10-14 06:00:00	ES	Futures	977.36	984.46	976.65	984.46	14110.0
2008-10-14 06:30:00	ES	Futures	984.46	992.27	984.23	988.96	27197.0
2008-10-14 07:00:00	ES	Futures	989.2	993.93	988.72	990.85	24027.0
2008-10-14 07:30:00	ES	Futures	990.85	991.8	987.54	989.2	22540.0
2008-10-14 08:00:00	ES	Futures	989.43	1001.03	987.3	998.9	67207.0
2008-10-14 08:30:00	ES	Futures	998.9	1010.02	997.48	997.95	123428.0
2008-10-14 09:00:00	ES	Futures	997.95	999.61	991.56	995.35	82006.0
2008-10-14 09:30:00	ES	Futures	995.59	1001.03	963.64	963.64	540743.0
2008-10-14 10:00:00	ES	Futures	963.64	978.55	959.85	967.42	391409.0
2008-10-14 10:30:00	ES	Futures	967.42	970.5	941.87	956.06	336842.0
2008-10-14 11:00:00	ES	Futures	956.06	960.32	942.58	957.96	246435.0
2008-10-14 11:30:00	ES	Futures	957.96	966.0	955.35	958.9	164976.0
2008-10-14 12:00:00	ES	Futures	959.14	960.8	950.62	960.32	140990.0
2008-10-14 12:30:00	ES	Futures	960.09	968.37	957.48	959.85	102334.0
2008-10-14 13:00:00	ES	Futures	959.85	962.22	954.17	957.01	98833.0
2008-10-14 13:30:00	ES	Futures	956.77	962.45	947.07	949.67	133920.0
2008-10-14 14:00:00	ES	Futures	949.67	952.28	930.51	942.81	269634.0
2008-10-14 14:30:00	ES	Futures	942.81	945.18	922.22	926.48	272858.0
2008-10-14 15:00:00	ES	Futures	926.72	946.6	923.88	946.36	264467.0
2008-10-14 15:30:00	ES	Futures	946.36	957.48	939.74	948.73	312162.0
2008-10-14 16:00:00	ES	Futures	948.73	949.91	945.65	949.2	81525.0
2008-10-14 16:30:00	ES	Futures	950.38	954.17	949.44	953.46	13847.0
2008-10-14 17:00:00	ES	Futures	953.46	953.7	948.02	948.49	3592.0
2008-10-14 18:00:00	ES	Futures	949.44	952.28	947.78	951.33	2634.0
2008-10-14 18:30:00	ES	Futures	951.33	951.8	947.78	949.2	1206.0
2008-10-14 19:00:00	ES	Futures	949.2	949.44	927.67	936.19	9885.0
2008-10-14 19:30:00	ES	Futures	936.19	941.16	931.45	936.66	4014.0
2008-10-14 20:00:00	ES	Futures	936.66	939.74	933.35	936.42	4429.0
2008-10-14 20:30:00	ES	Futures	936.66	940.68	934.29	937.37	3162.0
2008-10-14 21:00:00	ES	Futures	937.61	939.03	932.64	937.13	2988.0
2008-10-14 21:30:00	ES	Futures	937.13	940.45	935.71	938.79	2341.0
2008-10-14 22:00:00	ES	Futures	938.79	938.79	932.16	934.29	1841.0
2008-10-14 22:30:00	ES	Futures	934.29	936.42	930.74	932.87	1477.0
2008-10-14 23:00:00	ES	Futures	932.87	937.13	932.4	936.9	1352.0
2008-10-14 23:30:00	ES	Futures	936.66	945.89	936.42	941.87	5009.0
2008-10-14 00:00:00	NQ	Futures	1682.22	1686.46	1680.8	1684.48	311.0
2008-10-14 00:30:00	NQ	Futures	1684.2	1687.59	1681.93	1683.35	306.0
2008-10-14 01:00:00	NQ	Futures	1683.92	1685.61	1681.93	1684.76	89.0

> showing 50 of 2,350 rows — these rows as CSV

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